Bias control in the estimation of spectral functionals

Ludmila Sakhno

Department of Probability Theory and Mathematical Statistics, Mechanics and Mathematics Faculty, Kyiv National Taras Shevchenko University, Kyiv, Ukraine

Abstract: We consider estimators for integrals of a spectrum and a bispectrum for random fields $X(t), t\in{\mathbb R}^d,$ and present conditions guaranteeing the rate of convergence of bias to zero appropriate for dimensions $d =1, 2, 3.$

Keywords: Spectral functionals, nonparametric estimation, periodogram, bias, tapering.

MSC: 62G20, 62M15

Language: English

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